Anic Equity¶

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Total return since start: 0.582 %¶

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Equity now: -----------------------------> 48324.01 Kr¶

Max Equity ever reached: ------------> 52072.52 Kr¶

Portfolio value: --------------------------> 46122.49 Kr¶

PnL: ---------------------------------------> -2099.76 Kr¶

DD now: ---------------------------------> -7.199 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-03-13 15:44:53.908512'

Anic Portfolio¶

Today¶

Return: -0.304 %¶

This Week¶

Return: -0.304 %¶

Total¶

Return: 58.2 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sivers Semiconductors 90 -9.370000 827.100000 129.100000 18.500000 698.000040
Nordisk Bergteknik B 130 -2.110000 4212.000000 48.000000 1.150000 4163.999970
VBG GROUP B 4 -3.860000 648.000000 40.000000 6.580000 608.000000
Tobii Dynavox 109 -1.480000 2748.980000 26.980000 0.990000 2721.999993
Stillfront Group 38 -2.170000 710.030000 24.030000 3.500000 686.000016
MEKO 13 -1.870000 1565.200000 11.200000 0.720000 1554.000006
Vitec Software Group B 1 -1.610000 495.400000 10.400000 2.140000 485.000000
Tietoevry 2 -2.300000 646.400000 8.400000 1.320000 638.000000
Mycronic 3 -2.160000 653.400000 1.400000 0.210000 651.999999
G5 Entertainment 3 -0.310000 573.000000 1.000000 0.170000 572.000001
SKF A 3 -4.160000 588.000000 -5.000000 -0.840000 593.000001
SKF B 3 -4.370000 587.850000 -8.150000 -1.370000 596.000001
Embracer Group B 14 -4.340000 679.560000 -9.440000 -1.370000 689.000004
ASSA ABLOY B 2 -1.330000 503.800000 -10.200000 -1.980000 514.000000
Addnode Group B 6 -3.030000 692.400000 -16.600000 -2.340000 709.000002
Avanza Bank Holding 2 -3.550000 494.000000 -17.000000 -3.330000 511.000000
Husqvarna A 7 -3.870000 608.300000 -24.700000 -3.900000 632.999997
ACQ Bure SPAC 36 -0.410000 3463.200000 -26.800000 -0.770000 3489.999984
Husqvarna B 7 -3.670000 609.980000 -30.020000 -4.690000 639.999997
Fastighetsbolag. Emilshus Pref 21 -3.250000 531.300000 -30.700000 -5.460000 562.000005
Loomis 6 -2.730000 2011.200000 -31.800000 -1.560000 2043.000000
Rejlers B 6 -2.270000 930.000000 -32.000000 -3.330000 961.999998
Collector Bank 29 -5.580000 1200.460000 -33.540000 -2.720000 1233.999996
ITAB Shop Concept 56 -5.340000 655.200000 -35.800000 -5.180000 691.000016
Arion Banki SDB 61 -1.460000 660.020000 -36.980000 -5.310000 697.000030
Lagercrantz Group B 5 -1.730000 569.000000 -38.000000 -6.260000 607.000000
Swedbank A 3 -3.370000 577.050000 -40.950000 -6.630000 618.000000
Norva24 Group 12 -1.960000 360.720000 -46.530000 -11.430000 407.250000
Mips 1 -1.880000 474.500000 -54.500000 -10.300000 529.000000
Dustin Group 18 -4.890000 609.120000 -60.880000 -9.090000 669.999996
Nordea Bank Abp 30 -4.170000 3694.800000 -68.200000 -1.810000 3762.999990
AFRY 3 -3.760000 514.200000 -80.800000 -13.580000 594.999999
Viaplay Group B 4 -5.660000 946.000000 -91.000000 -8.780000 1037.000000
Fastighetsbolaget Emilshus B 23 5.320000 569.020000 -125.980000 -18.130000 694.999993
RVRC Holding 17 -3.350000 549.100000 -133.900000 -19.600000 683.000007
Beijer Alma B 9 -2.420000 1818.000000 -136.000000 -6.960000 1953.999999
Fasadgruppen Group 38 0.780000 3914.000000 -276.000000 -6.590000 4190.000004
Alimak Group 11 -0.320000 693.000000 -300.000000 -30.210000 992.999997
Camurus 16 -3.410000 3539.200000 -598.800000 -14.470000 4138.000000
TOTAL 46122.490000 -2099.760000 -7.19863% 48222.250041

Updated:¶

'2023-03-13 15:45:07.884960'
None

Last optimization/rebalancing:¶

'2023-02-12'

Next optimization/rebalancing:¶

'2023-03-24'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶